Sorry to hear that mate. Yeah, the rail prices in this Country are an absolute disgrace unless you drop lucky and book well in advance. Where they get off justifying that is beyond me.
If you got the train to Euston, you could then get a straight overground to Wembley Central. (21 mins. Very regular) for £11.80 return. Or the tube to either station the ground dependent on if you where somewhere else in London first. (Straight tube to Wembley Park from Euston Square which is short walk.). You'd want a zone 1-4 on the Metropolitan line which would be the same price or around half with a contactless card.
All depends on where your you are. Pretty easy to work out from a tube map.
Maybe look at the coach as a cheaper option? Just a ball ache longer journey.